Comment by mempko

We didn't use other LLMs. We built our own models and had a system designed to never leak future information at any given timepoint. Models can only access data the system allowed it at any time point gating future information. This means even training has to use the same system.

You have to design it from the ground up with that approach. Just to give you an idea of how hard it is, when a company releases an earnings report, they can update it in the future with corrected information, so if you pull it later you will leak future information into the past. So even basics like earnings need to be versioned by time.

But you know, most people don't really care and think they have an edge, and who knows maybe they do. Only live trading will prove it.